Marc Romano
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Contingent claims and market completeness in a stochastic volatility model. Mathematical Finance | 2001-03-29 | Paper |
| scientific article; zbMATH DE number 1222777 (Why is no real title available?) | 1999-10-18 | Paper |
| CRITICAL STOCK PRICE NEAR EXPIRATION Mathematical Finance | 1997-03-23 | Paper |
| CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 1995-10-15 | Paper |
| scientific article; zbMATH DE number 622486 (Why is no real title available?) | 1994-08-21 | Paper |
| Optimal Control on the L^\infty Norm of a Diffusion Process SIAM Journal on Control and Optimization | 1994-06-29 | Paper |
| scientific article; zbMATH DE number 222339 (Why is no real title available?) | 1993-06-29 | Paper |
Research outcomes over time
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